-28.0%
ORCL vs PTC
-33.3%
+5.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +5.5% |
| 7D | +5.3% | -10.3% | +15.5% | +9.9% |
| 30D | +10.0% | +1.1% | +8.8% | +8.8% |
| 3M | -32.6% | +1.6% | -34.2% | -32.1% |
| 6M | +4.9% | -13.5% | +18.4% | +14.9% |
| YTD | -17.8% | -19.1% | +1.3% | -7.7% |
| 1Y | -28.0% | -33.9% | +5.9% | -9.5% |
| All | -28.0% | -33.3% | +5.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling